PCOS is what makes you insulin resistance meaning that sugas cant be broken down easly...i have PCOS too and i gained a lot of weight from it and i never knew till i was dx with it back in nov. 06 i was put on metformin (which is used to treat diabetes) to help me regulate and to help me get pregnant it did help me lose some weight but unfurtunally i never got pregnant on it by it self...now im 19 weeks preggos today and i was tested for gestation diabetes early on due to the fact that i have PCOS and because im overweight and diabetes runs in my family they always have a concern...i did do the 1 hr glucose test and i failed it miserably!! they still had me do the 3 hr and i was dx with Gestation Diabetes on my 14 week so now i control what i eat and i keep track of my blood sugar levels so far they have been good but they say usually it will get worst later on during the pregnancy in that case diet alone might not help and i would need medication im really trying my best and im trying to stay positive this is my first baby and it took me almost 2 yrs to get where i am today...if PCOS goes uncured it could cause you to have diabetes type 2 really early on..so its a good thing that they are checking you now...good luck hun and if you have any questions feel free to ask!
I think they are affiliated in that when your glucose levels are high you are susceptible to insulin resistance which is why many women who have PCOS are at risk of getting diabetes. It is the insulin resistance that I think has an affect on the other hormone levels.